-14.1%
PCOR vs BAH
+21.8%
-35.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | +23.7% | +6.0% | +17.6% | +21.5% |
| 30D | +39.0% | +31.1% | +7.9% | +27.6% |
| 3M | +35.8% | +25.2% | +10.6% | +26.4% |
| 6M | +38.2% | +18.9% | +19.3% | +30.4% |
| YTD | +3.9% | +8.3% | -4.4% | +0.5% |
| 1Y | +5.7% | +6.2% | -0.5% | +2.4% |
| 3Y | +44.8% | -22.8% | +67.5% | +42.6% |
| 5Y | -19.8% | +13.6% | -33.4% | -33.3% |
| All | -14.1% | +21.8% | -35.9% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling